rsheftel / pandas_market_calendars

Exchange calendars to use with pandas for trading applications
MIT License
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Question: NYSE calendar by no NASDAQ calendar #104

Closed hmanfarmer closed 4 years ago

hmanfarmer commented 4 years ago

I assume having an NYSE calendar and no NASDAQ calendar is intentional, considering NASDAQ is listed as an alias for NYSE in the source. But, I am confused. Historically, has the NASDAQ open days exactly matched the NYSE open days?

I am trying to ascertain what risks there are when using the NYSE calendar for NASDAQ stocks. Maybe this is a question that could be addressed in the documentation?

rsheftel commented 4 years ago

Yes, historically and most likely going forward all equity markets in the US share the same calendar. So the NYSE and the NASDAQ have the same open/close times, holidays and early closes. There is no need for a separate NASDAQ calendar.